The usual suspects? productivity and demand shocks and Asia-Pacific real exchange rates

By M. Chinn. 2000

175 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a994146b4d95f2931ee0c7205d8bd4ab50765a63

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Citations in the corpus

Purchasing Power Parity and the Real Exchange Rate (2001, background): “On the other hand, Chinn (2000), in an analysis of a set of Asia-Pacific economies, finds that neither government spending nor the terms of trade appear to be important factors.”
China's Current Account and Exchange Rate (2009, unknown): “In those instances, the relative price of nontradables depends upon sectoral productivity differentials, as in Hsieh (1982), Canzoneri, Cumby and Diba (1999), and Chinn (2000b).”
Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought (2006, methodology): “Adopting panel co-integrating tests for OECD countries, Chinn (1997) and Chinn and Johnston (1997) find that productivity differentials and relative prices are significantly related in the long-run.”
A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation (2005, unknown): “Chinn (2000b) demonstrates that indeed productivity differentials are responsible for some of these trends in East Asian real exchange rates, although not all.”
Just How Undervalued is the Chinese Renminbi (2005, unknown): “Chinn (2000) has confirmed empirically that developments in relative productivity can account for exchange rate developments in Asia.”
Before the fall: Were East Asian currencies overvalued? Working Paper 6491 (2000, unknown): “This finding of CPI cointegration outcome mirrors the finding that a productivity based tradablesrnon-tradables model does not explain . the New Taiwan dollar Chinn, 2000 . For the won, the stationarity appears to be greater for the US$ based rate.”
Pitfalls in Measuring Exchange Rate Misalignment (2009, unknown): “These include the specifications based on the approaches of Balassa (1964) and Samuelson (1964) that model the relative price of nontradables as a function of sectoral productivity differentials, including Hsieh (1982), Canzoneri, Cumby and Diba (1999), and Chinn (2000a).”